Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
25.07.2024 1.37% 0.73 CHF 0.74 CHF 600'000 100'000 601'393 100'000 436'391 CHF 73'569 CHF 96.58% 96.58%
24.07.2024 1.30% 0.75 CHF 0.76 CHF 600'000 100'000 600'000 100'000 459'930 CHF 77'655 CHF 95.16% 95.16%
23.07.2024 1.44% 0.73 CHF 0.74 CHF 600'000 100'000 695'437 100'000 478'985 CHF 70'341 CHF 96.91% 96.91%
22.07.2024 1.49% 0.72 CHF 0.73 CHF 750'000 100'000 750'000 100'000 501'490 CHF 67'865 CHF 97.88% 97.88%
19.07.2024 1.72% 0.58 CHF 0.59 CHF 750'000 100'000 750'000 100'000 432'858 CHF 58'714 CHF 97.68% 97.68%
18.07.2024 1.66% 0.61 CHF 0.62 CHF 750'000 100'000 750'000 100'000 448'096 CHF 60'746 CHF 99.16% 99.16%
17.07.2024 1.65% 0.59 CHF 0.60 CHF 750'000 100'000 750'000 100'000 450'263 CHF 61'035 CHF 99.17% 99.17%
16.07.2024 1.57% 0.64 CHF 0.65 CHF 750'000 100'000 750'000 100'000 474'921 CHF 64'323 CHF 99.16% 99.16%
15.07.2024 1.60% 0.60 CHF 0.61 CHF 750'000 100'000 750'000 100'000 464'263 CHF 62'902 CHF 99.16% 99.16%
12.07.2024 1.69% 0.60 CHF 0.61 CHF 750'000 100'000 750'000 100'000 439'243 CHF 59'566 CHF 99.17% 99.17%

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